Re:Numerai – A hedge fund built by a global community of ano...
by numbas on Sunday October 16, 2016 @02:39PM
(#12720183)
You don't really need to know what the features mean to make a good model. Even if only you knew the meaning of the features you'd still get beaten by someone using a blackbox approach. This is exactly what happened to the owner. He worked as a quant making predictions on this expensive dataset, and in the first tournament he was beaten by around 50 other modelers using anonymized features.
[ Parent
| on HN ]
There are no comments on this comment yet.